Hello fellows.
I would like to propose a feature for the meta strategies.
The idea is that the "Weight" instead of controlling a fix percentage of equity assigned to each strategy, it would control a maximum percent assigned to it.
Example 1:
Actually if Strategy A and Strategy B have weight=1, and Strategies C have weight=0.5 if total equity is USD 100k and margin is 1:1; A and B would have reserved a fix amount of USD 40k each one, and C 20K.
With the proposed changes A and B can both trade until USD 100k or until they reach NSF and Strategy C would open positions until its assigned USD 20k is fulfilled or NSF.
This would provide us with a dynamic positioning in order to back test a porfolio, increasing our possibilities.
Is this possible? Do you like the idea?
I would like to propose a feature for the meta strategies.
The idea is that the "Weight" instead of controlling a fix percentage of equity assigned to each strategy, it would control a maximum percent assigned to it.
Example 1:
Actually if Strategy A and Strategy B have weight=1, and Strategies C have weight=0.5 if total equity is USD 100k and margin is 1:1; A and B would have reserved a fix amount of USD 40k each one, and C 20K.
With the proposed changes A and B can both trade until USD 100k or until they reach NSF and Strategy C would open positions until its assigned USD 20k is fulfilled or NSF.
This would provide us with a dynamic positioning in order to back test a porfolio, increasing our possibilities.
Is this possible? Do you like the idea?
Rename
It sounds exactly like it works already 🤷🏼♂️
But you have to use whole numbers, so instead of 1, 1, 0.5 use 2, 2, 1.
But you have to use whole numbers, so instead of 1, 1, 0.5 use 2, 2, 1.
Awesome! I thought it was a decimal coefficient! :D
I was checking this out and what I propose is something different. Maybe I didn't explain it properly.
Wright now weight 2 for A and B means 40% of equity and weight 1 for C means 20%
My #featurequest is to have an "Allocation Factor" corresponding to the maximum % of total equity a strategy can use. An Allocation Factor of 1 would indicate that a strategy can use 100% of total metastrategy equity, and many strategies could have the maximum allocation and use it if there are sufficient funds. This way the market will dynamically dictates size and proportions according to the number of trades and NSF, and ultimately according to the market action, environment, etc.
Wright now weight 2 for A and B means 40% of equity and weight 1 for C means 20%
My #featurequest is to have an "Allocation Factor" corresponding to the maximum % of total equity a strategy can use. An Allocation Factor of 1 would indicate that a strategy can use 100% of total metastrategy equity, and many strategies could have the maximum allocation and use it if there are sufficient funds. This way the market will dynamically dictates size and proportions according to the number of trades and NSF, and ultimately according to the market action, environment, etc.
You can effectively accomplish this already by giving each strategy some margin.
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